Pages that link to "Item:Q1336583"
From MaRDI portal
The following pages link to Optimal investment and consumption with transaction costs (Q1336583):
Displaying 50 items.
- Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
- Optimal investment and consumption when regime transitions cause price shocks (Q2447410) (← links)
- Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I. (Q2478407) (← links)
- Optimal partially reversible investment with entry decision and general production function (Q2485848) (← links)
- Multi-asset investment-consumption model with transaction costs (Q2567303) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- Benefits of fluctuating exchange rates on the investor's wealth (Q2676205) (← links)
- Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
- Optimal job switching and retirement decision (Q2700416) (← links)
- Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
- Finite-Fuel Singular Control With Discretionary Stopping (Q2706903) (← links)
- On level curves of value functions in optimization models of expected utility. (Q2707154) (← links)
- Optimal portfolio selection with transaction costs (Q2712223) (← links)
- Basic properties of value function on asset optimization (Q2766020) (← links)
- Discrete time portfolio selection with proportional transaction costs (Q2772021) (← links)
- Optimal Market Making in the Foreign Exchange Market (Q2786211) (← links)
- Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
- Optimal trend following trading rules (Q2806822) (← links)
- Asymptotic analysis for Merton's problem with transaction costs in power utility case (Q2811107) (← links)
- Optimal consumption and sale strategies for a risk averse agent (Q2832613) (← links)
- Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
- Homogenization and asymptotics for small transaction costs (Q2862451) (← links)
- Resilient price impact of trading and the cost of illiquidity (Q2862513) (← links)
- Utility maximization trading two futures with transaction costs (Q2873119) (← links)
- Utility maximization in a binomial model with transaction costs: a duality approach based on the shadow price process (Q2874727) (← links)
- A finite-horizon optimal investment and consumption problem using regime-switching models (Q2874733) (← links)
- On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (Q2945617) (← links)
- Optimal investment with transaction costs and dividends for an insurer (Q2954353) (← links)
- An overview of unconstrained free boundary problems (Q2955795) (← links)
- Dynamic liquidation under market impact (Q2994855) (← links)
- Optimal investment in the foreign exchange market with proportional transaction costs (Q3005820) (← links)
- Asymptotics and duality for the Davis and Norman problem (Q3145080) (← links)
- Non-robustness with Respect to Intervention Costs in Optimal Control (Q3158140) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
- OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS (Q3195491) (← links)
- LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS (Q3195492) (← links)
- OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969) (← links)
- Optimal portfolio policies under fixed and proportional transaction costs (Q3417911) (← links)
- ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN (Q3423400) (← links)
- Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325) (← links)
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128) (← links)
- OPTIMAL LAG IN DYNAMICAL INVESTMENTS (Q3523539) (← links)
- The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes (Q3525937) (← links)
- Growth Optimal Investment with Transaction Costs (Q3529914) (← links)
- Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
- State-Dependent Utility (Q3621147) (← links)
- A semi-smooth Newton method for solving elliptic equations with gradient constraints (Q3623228) (← links)
- Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414) (← links)
